+75.7%
V vs ADM
+8.2%
+67.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +6.3% | -14.7% | +21.0% | +7.5% |
| 3M | +17.2% | -10.4% | +27.6% | +18.0% |
| 6M | +29.2% | -10.9% | +40.2% | +30.0% |
| YTD | +20.8% | +26.0% | -5.2% | +17.0% |
| 1Y | +25.0% | +26.5% | -1.5% | +21.0% |
| All | +75.7% | +8.2% | +67.5% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling